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Volatility
Options do not give a clear directional confirmation of the stock trend. Weekly price context: 2026-09-25.
- Stock reference
- 4.14 USD
- Put / call volume
- 0.81
- Volume / open interest
- 0.01×
- Reference IV
- 53.1% Annualised
- Priced move
- ±12.7% To 16 Oct 2026
Inside the chain
Where activity sits
Open interest by strike
Nearest expiry · puts to the left, calls to the right. Both sides use the same scale.
Calls versus puts
Share of volume and open interest in the stored chain.
Volume by expiry
Which dates account for the trading activity.
Concentrations are reference levels, not established support or resistance.
Through 16 Oct 2026
Move priced by options
USD · Near-money call and put quotes support this range. This estimates move size, not direction or a guaranteed trading range.
How volatility is priced
Annualised implied volatilityVolatility across expiries
Near-money IV for each available expiry.
Volatility across strikes
Call and put IV at the nearest expiry. Gaps are not interpolated.
Contract activity
Most active contracts
| Contract | Side | Expiry | Strike | Volume ↓ | Open interest | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|---|
| UROY270115P00004000 | Put | 15 Jan 27 | 4.00 | 160 | 1,021 | 91.2% | 0.25 | 1.20 |
| UROY270416C00003000 | Call | 16 Apr 27 | 3.00 | 60 | 66 | 90.3% | 1.35 | 1.95 |
| UROY270416C00003500 | Call | 16 Apr 27 | 3.50 | 60 | 42 | 74.7% | 0.85 | 1.60 |
| UROY261120C00005000 | Call | 20 Nov 26 | 5.00 | 49 | 37 | 62.9% | 0.10 | 0.20 |
| UROY270115P00003500 | Put | 15 Jan 27 | 3.50 | 35 | 2,006 | 62.9% | 0.20 | 0.30 |
| UROY290119P00004000 | Put | 19 Jan 29 | 4.00 | 32 | 7 | 55.1% | 0.55 | 1.55 |
| UROY261120C00004500 | Call | 20 Nov 26 | 4.50 | 30 | 54 | 55.1% | 0.05 | 0.40 |
| UROY270115C00005000 | Call | 15 Jan 27 | 5.00 | 28 | 6,568 | 71.7% | 0.30 | 0.45 |
| UROY261016C00003500 | Call | 16 Oct 26 | 3.50 | 22 | 790 | 34.7% | 0.45 | 0.85 |
| UROY290119C00005500 | Call | 19 Jan 29 | 5.50 | 22 | 6 | 67.8% | 1.30 | 1.50 |
Volume and open interest are contract counts. IV is annualised. A dash means the value was not supplied; zero is a reported value.
Options balance over time
Session history →Saved pressure readings
Dated readings using the same calculation version. Positive is call-heavy; negative is put-heavy.
Gamma sensitivity Modelled scenario
Sensitivity by strike
Estimated delta change for a 1% stock move, expressed in dollars.
Scenario proxy = gamma × open interest × 100 shares × spot² × 1%. Calls are positive and puts negative by convention. Missing Greeks use a Black-Scholes estimate from stored IV with zero rate and dividend assumptions. Open interest does not reveal who is long or short, so this is not observed dealer positioning or a forecast.
Outcome record Completed observations only
Stock-price direction through expiry, using the first available weekly close on or just after expiry. These are not option-trade returns.
| Record | Followed direction | Always up | Always down | 95% interval |
|---|---|---|---|---|
| Earlier saved readings Too few independent outcomes to establish an edge. | 2 / 2 | 100% | 0% | 34–100% |
Earlier saved readings are reviewed retrospectively, separately from readings recorded in advance. Overlapping periods are excluded. The comparison uses the same stocks and dates; costs and option execution are not tested.